Rapport Backtest

Stratégie · EmaTrend   |   Ticker · TSLA   |   2018-01-02 → 2025-10-31
Capital Final 6,579.35 €
P&L -3420.65 € (-34.21%)
Total Trades 16
Max Drawdown 42.69%
Sharpe
-0.43
Sortino
-0.22
Calmar
-0.12

Equity Curve

Underwater Curve

Performance

CAGR-5.21%
Ulcer Index0.26
Expectancy-213.79

Trades Overview

Total16 Win Rate31.25%
Profit Factor0.58 Payoff Ratio1.29

Métriques Rolling

Heatmap Rendements Mensuels

Tableau des Trades

Open Close Side Size Entry Exit Net PnL Ret % Dur (j)
2018-10-30 04:00:00 2019-03-25 04:00:00 Long 15 21.90 17.29 -826.60 -21.08% 146
2019-08-15 04:00:00 2019-09-12 04:00:00 Short 15 14.72 16.54 -455.14 -12.37% 28
2020-03-17 04:00:00 2020-04-15 04:00:00 Short 15 29.32 49.53 -2364.74 -68.94% 29
2020-04-17 04:00:00 2020-07-01 04:00:00 Long 15 51.51 72.10 1050.14 39.97% 75
2020-11-18 05:00:00 2020-12-08 05:00:00 Long 15 149.52 208.22 1173.91 39.25% 20
2021-04-16 04:00:00 2021-05-12 04:00:00 Long 15 243.00 200.51 -552.46 -17.49% 26
2021-06-28 04:00:00 2021-10-18 04:00:00 Long 15 223.99 283.57 834.08 26.60% 112
2021-12-30 05:00:00 2022-01-28 05:00:00 Long 15 353.95 276.73 -694.99 -21.82% 29
2022-03-25 04:00:00 2022-05-10 04:00:00 Long 15 336.17 272.66 -571.55 -18.89% 46
2022-10-03 04:00:00 2022-12-15 05:00:00 Short 15 254.37 153.72 1107.17 39.57% 73
2023-04-20 04:00:00 2023-05-30 04:00:00 Short 15 166.09 200.38 -651.63 -20.65% 40
2023-09-12 04:00:00 2023-10-20 04:00:00 Long 15 270.90 216.66 -596.62 -20.02% 38
2023-11-29 05:00:00 2024-01-23 05:00:00 Long 15 249.33 210.96 -460.45 -15.39% 55
2024-08-09 04:00:00 2024-09-20 04:00:00 Short 15 196.95 241.86 -628.72 -22.80% 42
2024-10-28 04:00:00 2024-11-12 05:00:00 Long 15 270.13 342.26 649.15 26.70% 15
2025-07-09 04:00:00 2025-08-26 04:00:00 Short 15 297.40 345.42 -432.20 -16.15% 48